TN Swarm Modular Executor

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TeleNexus Sovereign AI — 蜂群聯邦共識執行器 v6
//@version=6

// ──────────────────────────────────────────
// TeleNexus Swarm Modular Executor v6
//  聯邦蜂群共識引擎 + 主權多策略集成
// ──────────────────────────────────────────

indicator("TN Swarm Modular Executor v6", overlay = true, format = format.price, precision = 2)

// ──── 列舉：蜂群成員策略 ────
enum SwarmMember
    MemberMomentum       = "動能突襲者"
    MemberMeanReversion  = "均值狙擊手"
    MemberBreakout       = "突破獵手"
    MemberVolatility     = "波動收割者"

// ──── 列舉：共識等級 ────
enum ConsensusGrade
    Unanimous     = "全體一致"
    SuperMajority = "絕對多數"
    SimpleMajority= "簡單多數"
    Minority      = "少數異見"
    NoConsensus   = "無共識"

// ──── 列舉：執行規訓 ────
enum ExecutionRegime
    Sovereign   = "主權模式"
    Balanced    = "平衡模式"
    Aggressive  = "激進模式"

// ──── 輸入參數 ────
ExecutionRegime regime        = input.enum(ExecutionRegime.Balanced, "執行規訓")
int momLen                     = input.int(14, "動能深度 (Mom)", group = "蜂群參數")
int rsiLen                     = input.int(14, "RSI 深度 (MeanRev)", group = "蜂群參數")
int bbLen                      = input.int(20, "布林帶長度 (Breakout)", group = "蜂群參數")
float bbMult                   = input.float(2.0, "布林帶倍數", group = "蜂群參數")
int atrLen                     = input.int(14, "ATR 長度 (Vol)", group = "蜂群參數")
float atrMult                  = input.float(1.5, "ATR 乘數", group = "蜂群參數")
float sovereignStopMult        = input.float(2.0, "主權停損倍數", group = "風險管理")
float sovereignTakeMult        = input.float(3.0, "主權停利倍數", group = "風險管理")
bool showConsensusPanel        = input.bool(true, "顯示共識面板", group = "視覺化")

// ──── 蜂群成員訊號計算 ────

// 成員1：動能突襲者 (Momentum — CCI 動能)
float cci = ta.cci(high, low, close, momLen)
bool momLong  = cci > 100.0
bool momShort = cci < -100.0
float momStrength = math.abs(cci - 50.0) / 150.0  // 正規化 0~1

// 成員2：均值狙擊手 (Mean Reversion — RSI 極端)
float rsi = ta.rsi(close, rsiLen)
bool mrLong  = rsi < 30.0
bool mrShort = rsi > 70.0
float mrStrength = math.abs(rsi - 50.0) / 50.0

// 成員3：突破獵手 (Breakout — 布林帶突破)
float bbBasis = ta.sma(close, bbLen)
float bbDev   = ta.stdev(close, bbLen) * bbMult
float bbUpper = bbBasis + bbDev
float bbLower = bbBasis - bbDev
bool boLong  = close > bbUpper and close > open
bool boShort = close < bbLower and close < open
float boStrength = math.abs(close - bbBasis) / bbDev

// 成員4：波動收割者 (Volatility — ATR 通道突破)
float atrVal = ta.atr(atrLen)
float volUpper = close + atrVal * atrMult
float volLower = close - atrVal * atrMult
bool volLong  = high > volUpper
bool volShort = low < volLower
float volStrength = atrVal / ta.sma(atrVal, atrLen)

// ──── 聯邦共識引擎 ────
int totalMembers = 4
int longVotes  = (momLong ? 1 : 0) + (mrLong ? 1 : 0) + (boLong ? 1 : 0) + (volLong ? 1 : 0)
int shortVotes = (momShort ? 1 : 0) + (mrShort ? 1 : 0) + (boShort ? 1 : 0) + (volShort ? 1 : 0)

bool hasConsensusLong  = longVotes >= 2
bool hasConsensusShort = shortVotes >= 2

ConsensusGrade gradeLong  = ConsensusGrade.NoConsensus
ConsensusGrade gradeShort = ConsensusGrade.NoConsensus

if longVotes == totalMembers
    gradeLong := ConsensusGrade.Unanimous
else if longVotes >= 3
    gradeLong := ConsensusGrade.SuperMajority
else if longVotes >= 2
    gradeLong := ConsensusGrade.SimpleMajority
else if longVotes >= 1
    gradeLong := ConsensusGrade.Minority

if shortVotes == totalMembers
    gradeShort := ConsensusGrade.Unanimous
else if shortVotes >= 3
    gradeShort := ConsensusGrade.SuperMajority
else if shortVotes >= 2
    gradeShort := ConsensusGrade.SimpleMajority
else if shortVotes >= 1
    gradeShort := ConsensusGrade.Minority

// ──── 權重動態閾值 (根據規訓調整) ────
int requiredVotes = switch regime
    ExecutionRegime.Sovereign   => 4   // 全體一致
    ExecutionRegime.Balanced    => 3   // 絕對多數
    ExecutionRegime.Aggressive  => 2   // 簡單多數

bool finalLong  = longVotes >= requiredVotes
bool finalShort = shortVotes >= requiredVotes

// ──── 共識強度 (加權平均) ────
float consensusStrengthLong = switch longVotes
    4 => 1.0
    3 => 0.85
    2 => 0.65
    1 => 0.35
    => 0.0

float consensusStrengthShort = switch shortVotes
    4 => 1.0
    3 => 0.85
    2 => 0.65
    1 => 0.35
    => 0.0

// ──── 動態停損停利 (ATR 基準) ────
float atrBase = ta.atr(atrLen)
float stopLossPts   = atrBase * sovereignStopMult
float takeProfitPts = atrBase * sovereignTakeMult

// ──── 主權過濾：避免重複進場 ────
bool alreadyInLong  = strategy.opentrades > 0 and strategy.opentrades.size > 0 ? strategy.opentrades[0].tradeDirection == strategy.trade_direction.long : false
bool alreadyInShort = strategy.opentrades > 0 and strategy.opentrades.size > 0 ? strategy.opentrades[0].tradeDirection == strategy.trade_direction.short : false

// ──── 執行引擎 ────
if finalLong and not alreadyInLong
    strategy.entry("SwarmLong", strategy.long, comment = str.format("長 {0}/{1} | {2}", longVotes, totalMembers, gradeLong))
    strategy.exit("SwarmLongExit", "SwarmLong", stop = close - stopLossPts, limit = close + takeProfitPts)

if finalShort and not alreadyInShort
    strategy.entry("SwarmShort", strategy.short, comment = str.format("短 {0}/{1} | {2}", shortVotes, totalMembers, gradeShort))
    strategy.exit("SwarmShortExit", "SwarmShort", stop = close + stopLossPts, limit = close - takeProfitPts)

// ──── 蜂群狀態視覺化 ────
plot(bbBasis, "BB Basis", color = color.new(color.gray, 70))
bbUpperPlot = plot(bbUpper, "BB Upper", color = color.new(color.blue, 50))
bbLowerPlot = plot(bbLower, "BB Lower", color = color.new(color.blue, 50))
fill(bbUpperPlot, bbLowerPlot, color = color.new(color.blue, 90))

// 共識訊號標記
int consensusBarIndex = last_bar_index - 1
plotshape(hasConsensusLong and barstate.isconfirmed ? close * 0.998 : na, "🐝 長共識", shape.triangleup, location.belowbar, color.new(color.green, 30), size = size.tiny)
plotshape(hasConsensusShort and barstate.isconfirmed ? close * 1.002 : na, "🐝 短共識", shape.triangledown, location.abovebar, color.new(color.red, 30), size = size.tiny)

// ──── 共識面板 (最後一根) ────
if barstate.islast and showConsensusPanel
    string panelText = str.format(
        "📊  TeleNexus 蜂群共識\n\n" +
        "▸ 動能突襲者 (CCI {0}):   {1}\n" +
        "▸ 均值狙擊手 (RSI {2}):    {3}\n" +
        "▸ 突破獵手 (BB {4}):      {5}\n" +
        "▸ 波動收割者 (ATR {6}):   {7}\n\n" +
        "══════════════════════\n" +
        "🐂 多做   → {8}/{9} ({10})\n" +
        "🐻 短做   → {11}/{12} ({13})\n" +
        "⚡ 強度(L): {14}  | (S): {15}\n" +
        "🎯 規訓: {16}\n" +
        "🛡  SL {17} pt | TP {18} pt\n" +
        "📅 v26.0527.1830",
        cci, momLong ? "✅" : "❌",
        rsi, mrLong ? "✅" : "❌",
        close > bbUpper ? "↑" : close < bbLower ? "↓" : "−",
        boLong ? "✅" : "❌",
        atrVal, volLong ? "✅" : "❌",
        longVotes, totalMembers, gradeLong,
        shortVotes, totalMembers, gradeShort,
        consensusStrengthLong, consensusStrengthShort,
        regime
    )

    var label consensusLabel = label.new(
        bar_index + 50, high, panelText,
        color = color.new(color.black, 10),
        textcolor = color.white,
        size = size.small,
        style = label.style_label_left
    )
    label.set_text(consensusLabel, panelText)
    label.delete(consensusLabel[1])